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We propose a novel model for nonlinear dimension reduction motivated by the probabilistic formulation of principal component analysis. Nonlinearity is achieved by specifying different transformation matrices at different locations of the…

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Unbiased, label-free proteomics is becoming a powerful technique for measuring protein expression in almost any biological sample. The output of these measurements after preprocessing is a collection of features and their associated…

Sequential and quantum Monte Carlo methods, as well as genetic type search algorithms can be interpreted as a mean field and interacting particle approximations of Feynman-Kac models in distribution spaces. The performance of these…

We develop a new model selection method for the adaptive robust efficient nonparametric signal estimation observed with impulse noise which is defined by the general non Gaussian L\'evy processes. On the basis of the developed method, we…

Bayesian nonparametric inferential procedures based on Markov chain Monte Carlo marginal methods typically yield point estimates in the form of posterior expectations. Though very useful and easy to implement in a variety of statistical…

We introduce a framework for efficient Markov Chain Monte Carlo (MCMC) algorithms targeting discrete-valued high-dimensional distributions, such as posterior distributions in Bayesian variable selection (BVS) problems. We show that many…

Ultrametric matrices are a class of covariance matrices that arise in latent tree models. As a parameter space in a statistical model, the set of ultrametric matrices is neither convex nor a smooth manifold. Focus in the literature has…

High-throughput scientific studies involving no clear a'priori hypothesis are common. For example, a large-scale genomic study of a disease may examine thousands of genes without hypothesizing that any specific gene is responsible for the…

This article introduces a flexible and adaptive nonparametric method for estimating the association between multiple covariates and power spectra of multiple time series. The proposed approach uses a Bayesian sum of trees model to capture…

Nonlinear Bayesian update for a prior ensemble is proposed to extend traditional ensemble Kalman filtering to settings characterized by non-Gaussian priors and nonlinear measurement operators. In this framework, the observed component is…

We describe an approach for identifying groups of dynamically similar locations in spatial time-series data based on a simple Markov transition model. We give maximum-likelihood, empirical Bayes, and fully Bayesian formulations of the…

Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Motivation: A branching processes model yields an unevenly stochastically distributed dataset that consists of sparse and dense regions. This work addresses the problem of precisely evaluating parameters for such a model. Applying a…

We consider the problem of scalable sampling algorithms to fit Bayesian generalized linear mixed models on large datasets. Stochastic gradient Langevin dynamics, coupled with smooth re-parameterizations of variance parameters, produces…

Motivation: NMR spectra are widely used in metabolomics to obtain metabolite profiles in complex biological mixtures. Common methods used to assign and estimate concentrations of metabolites involve either an expert manual peak fitting or…

This paper investigates the formulation and implementation of Bayesian inverse problems to learn input parameters of partial differential equations (PDEs) defined on manifolds. Specifically, we study the inverse problem of determining the…

We provide a flexible framework for selecting among a class of additive partial linear models that allows both linear and nonlinear additive components. In practice, it is challenging to determine which additive components should be…

Aims. Deriving accurate frequencies, amplitudes, and mode lifetimes from stochastically driven pulsation is challenging, more so, if one demands that realistic error estimates be given for all model fitting parameters. As has been shown by…

Using an asymmetric Laplace distribution, which provides a mechanism for Bayesian inference of quantile regression models, we develop a fully Bayesian approach to fitting single-index models in conditional quantile regression. In this work,…